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BusinessFinanceMathematicsFinancial EconomicsPortfolio AssessmentPortfolio ManagementAsset AllocationAsset DistributionMarket RiskPortfolio Risk ManagementPortfolio TheoryProbability DistributionsDistribution TheoryDistributional FeaturesHeavy-tailed Limit TheoremsRisk Weighting Of AssetsWeight Distribution Estimation
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The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Time Series: Theory and Methods
Eric R. Ziegel, Peter J. Brockwell, Richard A. Davis · Technometrics · 1992 · 5.1K citations
Harry M. Markowitz · The Journal of Finance · 1952 · 4.5K citations
Aspects of Multivariate Statistical Theory
Leon Jay Gleser, Robb J. Muirhead · Technometrics · 1984 · 3.4K citations